Check out

http://www.spamhaus.org/statistics/countries.lasso

There is USA right at the top head and shoulders above the rest.

The way I look at it is this:

 1) It takes a lot of talent/energy even to cause harm

 2) Spammers may use cheap tools written by others but they are a
powerful cartel very similar to the underworld. It requires great
coordination, planning and heavy resources to write/use the
sophisticated tools used by them

I would not imagine a nation like Nigeria coming up with tools like
this. ;)

-Girish

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